Excel 2003 data import wizard does not support line ends in fields
 

If data is stored in a .csv in a format as below the import wizard adds the
'next line' text on the next row, whereas opening the .csv directly maintains
it in the correctly in thecsame cekk as 'one line'

one,two
"this,that","one line
next line"

The reason why we need to use data import wizard rather than simply opening
directly in Excel is that in production case our data in UTF-8 unicode which
can only be specified manually using data import wizard.